+30.0%
TXG vs GFI
+976.1%
-946.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.4% | +3.2% |
| 7D | +9.5% | -2.7% | +12.2% | +10.0% |
| 30D | +18.8% | +13.2% | +5.5% | +16.3% |
| 3M | +136.1% | +28.5% | +107.6% | +126.4% |
| 6M | +235.2% | -6.2% | +241.4% | +236.4% |
| YTD | +320.5% | +8.7% | +311.8% | +311.4% |
| 1Y | +425.2% | +24.8% | +400.3% | +402.9% |
| 3Y | +42.9% | +298.0% | -255.1% | +12.5% |
| 5Y | -62.8% | +546.0% | -608.8% | -72.9% |
| All | +30.0% | +976.1% | -946.1% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling